Related papers: Theoretical analysis of the extended cyclic reduct…
We provide effective algorithms for solving block tridiagonal block Toeplitz systems with $m\times m$ quasiseparable blocks, as well as quadratic matrix equations with $m\times m$ quasiseparable coefficients, based on cyclic reduction and…
The cyclic reduction (CR) algorithm is an efficient method for solving quadratic matrix equations that arise in quasi-birth-death (QBD) stochastic processes. However, its convergence is not guaranteed when the associated matrix polynomial…
The article presents the theoretical background of the algorithms for solving cyclic block tridiagonal and cyclic block penta-diagonal systems of linear algebraic equations present in ref [1] and [2]. The theory is based on the Woodbury…
Randomized iterative algorithms have recently been proposed to solve large-scale linear systems. In this paper, we present a simple randomized extended block Kaczmarz algorithm that exponentially converges in the mean square to the unique…
It was recently observed that the singular values of the off-diagonal blocks of the matrix sequences generated by the Cyclic Reduction algorithm decay exponentially. This property was used to solve, with a higher efficiency, certain…
Cyclic reduction is a method for the solution of (block-)tridiagonal linear systems. In this note we review the method tailored to hermitian positive definite banded linear systems. The reviewed method has the following advantages: It is…
Block tridiagonal matrices arise in applied mathematics, physics, and signal processing. Many applications require knowledge of eigenvalues and eigenvectors of block tridiagonal matrices, which can be prohibitively expensive for large…
We present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to…
To find the least squares solution of a very large and inconsistent system of equations, one can employ the extended Kaczmarz algorithm. This method simultaneously removes the error term, such that a consistent system is asymptotically…
The Kaczmarz method is an iterative method for solving overcomplete linear systems of equations Ax=b. The randomized version of the Kaczmarz method put forth by Strohmer and Vershynin iteratively projects onto a randomly chosen solution…
The complexity of Philip Wolfe's method for the minimum Euclidean-norm point problem over a convex polytope has remained unknown since he proposed the method in 1974. The method is important because it is used as a subroutine for one of the…
The problem of polynomial regression in which the usual monomial basis is replaced by the Bernstein basis is considered. The coefficient matrix A of the overdetermined system to be solved in the least squares sense is then a rectangular…
We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…
Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…
We adress the problem of the algebraic decoding of any cyclic code up to the true minimum distance. For this, we use the classical formulation of the problem, which is to find the error locator polynomial in terms of the syndroms of the…
We present new iterative algorithms for solving a square linear system $Ax=b$ in dimension $n$ by employing the {\it Triangle Algorithm} \cite{kal12}, a fully polynomial-time approximation scheme for testing if the convex hull of a finite…
A method for solving cyclic block three-diagonal systems of equations is generalized for solving a block cyclic penta-diagonal system of equations. Introducing a special form of two new variables the original system is split into three…
We present an exact and complete algorithm to isolate the real solutions of a zero-dimensional bivariate polynomial system. The proposed algorithm constitutes an elimination method which improves upon existing approaches in a number of…
Rosenbrock's theorem on polynomial system matrices is a classical result in linear systems theory that relates the Smith-McMillan form of a rational matrix $G$ with the Smith forms of an irreducible polynomial system matrix $P$ giving rise…
The exponential of block triangular matrices arises in a wide range of scientific computing applications, including exponential integrators for solving systems of ordinary differential equations, Hamiltonian systems in control theory,…